+8.9%
DOCS vs FROG
+198.7%
-189.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.6% | -2.1% |
| 7D | -1.4% | -11.3% | +9.9% | +0.9% |
| 30D | +21.8% | +3.6% | +18.2% | +20.8% |
| 3M | +27.3% | +1.7% | +25.6% | +26.3% |
| 6M | -0.3% | +123.5% | -123.9% | -14.6% |
| YTD | -40.5% | +40.2% | -80.7% | -45.3% |
| 1Y | -61.5% | +81.0% | -142.5% | -66.8% |
| All | +8.9% | +198.7% | -189.7% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling